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Gradient descent methods are fundamental first-order optimization algorithms in both Euclidean spaces and Riemannian manifolds. However, the exact gradient is not readily available in many scenarios. This paper proposes a novel inexact…

Optimization and Control · Mathematics 2024-09-18 Juan Zhou , Kangkang Deng , Hongxia Wang , Zheng Peng

We propose an inexact optimization algorithm on Riemannian manifolds, motivated by quadratic discrimination tasks in high-dimensional, low-sample-size (HDLSS) imaging settings. In such applications, gradient evaluations are often biased due…

Optimization and Control · Mathematics 2025-07-08 Uday Talwar , Meredith K. Kupinski , Afrooz Jalilzadeh

Stochastic-gradient sampling methods are often used to perform Bayesian inference on neural networks. It has been observed that the methods in which notions of differential geometry are included tend to have better performances, with the…

Machine Learning · Computer Science 2024-04-02 Hanlin Yu , Marcelo Hartmann , Bernardo Williams , Arto Klami

Recent methods in geometric deep learning have introduced various neural networks to operate over data that lie on Riemannian manifolds. Such networks are often necessary to learn well over graphs with a hierarchical structure or to learn…

Machine Learning · Statistics 2023-10-17 Isay Katsman , Eric Ming Chen , Sidhanth Holalkere , Anna Asch , Aaron Lou , Ser-Nam Lim , Christopher De Sa

We consider machine learning tasks with low-rank functional tree tensor networks (TTN) as the learning model. While in the case of least-squares regression, low-rank functional TTNs can be efficiently optimized using alternating…

Optimization and Control · Mathematics 2026-04-13 Nikolas Klug , Michael Ulbrich , André Uschmajew , Marius Willner

Stochastic variance reduction algorithms have recently become popular for minimizing the average of a large, but finite number of loss functions. The present paper proposes a Riemannian stochastic quasi-Newton algorithm with variance…

Machine Learning · Computer Science 2017-09-19 Hiroyuki Kasai , Hiroyuki Sato , Bamdev Mishra

Bayesian neural networks often approximate the weight-posterior with a Gaussian distribution. However, practical posteriors are often, even locally, highly non-Gaussian, and empirical performance deteriorates. We propose a simple parametric…

Machine Learning · Statistics 2023-06-13 Federico Bergamin , Pablo Moreno-Muñoz , Søren Hauberg , Georgios Arvanitidis

We consider the proximal gradient method on Riemannian manifolds for functions that are possibly not geodesically convex. Starting from the forward-backward-splitting, we define an intrinsic variant of the proximal gradient method that uses…

Optimization and Control · Mathematics 2025-06-12 Ronny Bergmann , Hajg Jasa , Paula John , Max Pfeffer

Riemannian optimization has drawn a lot of attention due to its wide applications in practice. Riemannian stochastic first-order algorithms have been studied in the literature to solve large-scale machine learning problems over Riemannian…

Optimization and Control · Mathematics 2022-03-22 Bokun Wang , Shiqian Ma , Lingzhou Xue

We present here a new model and algorithm which performs an efficient Natural gradient descent for Multilayer Perceptrons. Natural gradient descent was originally proposed from a point of view of information geometry, and it performs the…

Machine Learning · Statistics 2018-07-11 Yuki Fujimoto , Toru Ohira

Adaptive stochastic gradient algorithms in the Euclidean space have attracted much attention lately. Such explorations on Riemannian manifolds, on the other hand, are relatively new, limited, and challenging. This is because of the…

Machine Learning · Computer Science 2019-07-01 Hiroyuki Kasai , Pratik Jawanpuria , Bamdev Mishra

Non-Euclidean constraints are inherent in many kinds of data in computer vision and machine learning, typically as a result of specific invariance requirements that need to be respected during high-level inference. Often, these geometric…

Computer Vision and Pattern Recognition · Computer Science 2017-09-26 Suhas Lohit , Pavan Turaga

In this paper, a restricted memory quasi-Newton bundle method for minimizing a locally Lipschitz continuous function over a Riemannian manifold is proposed. The curvature information of the objective function is approximated by applying a…

Optimization and Control · Mathematics 2026-05-04 Chunming Tang , Shajie Xing , Wen Huang , Jinbao Jian

Recurrent neural networks are powerful models for sequential data, able to represent complex dependencies in the sequence that simpler models such as hidden Markov models cannot handle. Yet they are notoriously hard to train. Here we…

Neural and Evolutionary Computing · Computer Science 2015-02-04 Yann Ollivier

This work puts forth low-complexity Riemannian subspace descent algorithms for the minimization of functions over the symmetric positive definite (SPD) manifold. Different from the existing Riemannian gradient descent variants, the proposed…

Machine Learning · Statistics 2023-12-19 Yogesh Darmwal , Ketan Rajawat

Natural gradient descent is a principled method for adapting the parameters of a statistical model on-line using an underlying Riemannian parameter space to redefine the direction of steepest descent. The algorithm is examined via methods…

Disordered Systems and Neural Networks · Physics 2009-10-31 Magnus Rattray , David Saad

In this paper, we propose a new global analysis framework for a class of low-rank matrix recovery problems on the Riemannian manifold. We analyze the global behavior for the Riemannian optimization with random initialization. We use the…

Machine Learning · Statistics 2021-04-20 Thomas Y. Hou , Zhenzhen Li , Ziyun Zhang

Smooth, non-convex optimization problems on Riemannian manifolds occur in machine learning as a result of orthonormality, rank or positivity constraints. First- and second-order necessary optimality conditions state that the Riemannian…

Optimization and Control · Mathematics 2019-10-24 Chris Criscitiello , Nicolas Boumal

We study the properties of stochastic approximation applied to a tame nondifferentiable function subject to constraints defined by a Riemannian manifold. The objective landscape of tame functions, arising in o-minimal topology extended to a…

Machine Learning · Computer Science 2025-08-13 Johannes Aspman , Vyacheslav Kungurtsev , Reza Roohi Seraji

We analyze convergence of gradient-descent methods on Riemannian manifolds. In particular, we study randomization of Riemannian gradient algorithms for minimizing smooth cost functions (of Morse-Bott type). We prove that randomized gradient…

Optimization and Control · Mathematics 2025-07-08 Emanuel Malvetti , Christian Arenz , Gunther Dirr , Thomas Schulte-Herbrüggen
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